Derivative Financial Instruments - Additional Information (Detail)	12 Months Ended
Dec. 31, 2018 USD ($) swap
Derivatives, Fair Value [Line Items]
Interest rate cash flow hedge gain (loss) reclassified to earnings, net	$ 700,000
Notional	167,933,000
Collateral value against obligations	5,600,000
Accrued Liabilities
Derivatives, Fair Value [Line Items]
Termination value of derivatives	3,300,000
Cash Flow Hedges of Interest Rate Risk
Derivatives, Fair Value [Line Items]
Derivative hedge ineffectiveness gain (loss)	0
Interest rate cash flow hedge increase decrease interest expense to be reclassified during next 12 months (less than)	$ 1,100,000
Maximum period of hedged in cash flow hedge	1 month
Number of interest rate swaps \| swap	3
Notional	$ 75,000,000

Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
-Sentence Column B

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Fair value of securities received as collateral against derivative assets.

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-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 20
-Section 55
-Paragraph 12
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Fair values as of the balance sheet date of the net amount of all assets and liabilities resulting from contracts that meet the criteria of being accounted for as derivative instruments.

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-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 45
-Paragraph 5
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Amount of gain (loss) from the ineffectiveness of the hedge.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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The amount of net gains or losses on interest rate cash flow hedges reclassified during the period to earnings from accumulated other comprehensive income upon the hedged transaction affecting earnings.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Number of interest rate derivative instruments held by the entity at the reporting date.

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